+121.9%
KRE vs NLY
+81.8%
+40.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -1.8% | -4.0% | +2.2% | +0.4% |
| 30D | -4.5% | -5.2% | +0.7% | -1.6% |
| 3M | +2.7% | +2.8% | -0.1% | +0.9% |
| 6M | +16.9% | +4.2% | +12.7% | +13.6% |
| YTD | +15.4% | +4.7% | +10.7% | +11.6% |
| 1Y | +16.1% | +12.7% | +3.3% | +7.5% |
| 3Y | +85.7% | +62.5% | +23.2% | +39.6% |
| 5Y | +33.3% | +26.3% | +6.9% | +13.3% |
| All | +121.9% | +81.8% | +40.1% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling